Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.23% | 24.05 CHF | 24.08 CHF | 18'000 | 18'000 | 8'144 | 8'144 | 202'938 CHF | 203'322 CHF | 98.89% | 98.89% |
19.11.2024 | 0.24% | 24.36 CHF | 24.39 CHF | 18'000 | 18'000 | 8'259 | 8'259 | 201'547 CHF | 201'933 CHF | 95.08% | 95.08% |
18.11.2024 | 0.24% | 23.90 CHF | 23.93 CHF | 18'000 | 18'000 | 8'387 | 8'387 | 192'380 CHF | 192'756 CHF | 99.47% | 99.47% |
15.11.2024 | 0.23% | 21.68 CHF | 21.71 CHF | 20'000 | 20'000 | 8'962 | 8'962 | 189'376 CHF | 189'744 CHF | 97.89% | 97.89% |
14.11.2024 | 0.22% | 20.64 CHF | 20.67 CHF | 20'000 | 20'000 | 9'029 | 9'029 | 195'025 CHF | 195'395 CHF | 93.14% | 93.14% |
13.11.2024 | 0.29% | 24.17 CHF | 24.19 CHF | 18'000 | 18'000 | 8'463 | 8'463 | 202'275 CHF | 202'701 CHF | 83.99% | 83.99% |
12.11.2024 | 0.23% | 23.07 CHF | 23.09 CHF | 19'000 | 19'000 | 9'774 | 9'774 | 237'753 CHF | 238'150 CHF | 66.46% | 66.46% |
11.11.2024 | 0.15% | 24.21 CHF | 24.23 CHF | 18'000 | 18'000 | 9'186 | 9'186 | 215'950 CHF | 216'220 CHF | 79.78% | 79.78% |
08.11.2024 | 0.18% | 19.40 CHF | 19.42 CHF | 21'000 | 21'000 | 9'977 | 9'977 | 188'131 CHF | 188'415 CHF | 99.04% | 99.04% |
07.11.2024 | 0.19% | 18.21 CHF | 18.23 CHF | 22'000 | 22'000 | 10'663 | 10'663 | 188'038 CHF | 188'338 CHF | 96.75% | 96.75% |